First, become a PDT (25k min to pattern day trade), meaning you can't execute more than 4 trades in a 5 business day time-period. So if you are serious, you have to get to that first... then realize that whatever broker you are using, they probably have an API.
I do raw api calls, but you have to be so very careful. You can do something wrong and totally, absolutely jack yourself up, so this way is only for the very brave, but I think it offers good opportunities to understand the markets better if you can stomach the extreme risk profile.
Check out https://algotrading101.com/learn/ for a good set of practical articles to give you some context. I wish I could still point to Quantopian, which is where I started my learning process on this, but it died.
I do raw api calls, but you have to be so very careful. You can do something wrong and totally, absolutely jack yourself up, so this way is only for the very brave, but I think it offers good opportunities to understand the markets better if you can stomach the extreme risk profile.
Check out https://algotrading101.com/learn/ for a good set of practical articles to give you some context. I wish I could still point to Quantopian, which is where I started my learning process on this, but it died.